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KUBÁSEK, R. KOLÁŘOVÁ, E.
Original Title
STOCHASTIC MODELS OF RL CIRCUITS IN EXPERIMENTS
Type
conference paper
Language
English
Original Abstract
This paper shows an application of the Ito stochastic calculus to the problem of modelling inductor-resistor electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term in the source. The analytic solution of the resulting stochastic differential equation is obtained using the Ito formula. Statistical estimates of the stochastic solutions are examined and confidence intervals are found for the trajectories of the solution. The programming language C#, a part of the new MS .NET platform, is used for numerical simulations. The results were verified in an experiment by measurements on inductor-resistor electrical circuits.
Keywords
stochastic models, RL circuits in experiments, modelling inductor-resistor electrical circuits
Authors
KUBÁSEK, R.; KOLÁŘOVÁ, E.
RIV year
2007
Released
1. 7. 2007
Publisher
UTEE, FEKT VUT v Brně
Location
Paris
ISBN
978-80-214-3476-9
Book
TIEF 2007
Pages from
1
Pages to
3
Pages count
BibTex
@inproceedings{BUT23515, author="Radek {Kubásek} and Edita {Kolářová}", title="STOCHASTIC MODELS OF RL CIRCUITS IN EXPERIMENTS", booktitle="TIEF 2007", year="2007", pages="1--3", publisher="UTEE, FEKT VUT v Brně", address="Paris", isbn="978-80-214-3476-9" }